An approximation for credit portfolio losses

Research output: Contribution to journalArticleResearchpeer review

Authors

  • Rüdiger Frey
  • Monika Popp
  • Stefan Weber
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Details

Original languageUndefined/Unknown
JournalThe journal of credit risk
Publication statusPublished - Mar 2008

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An approximation for credit portfolio losses. / Frey, Rüdiger; Popp, Monika; Weber, Stefan.
In: The journal of credit risk, 03.2008.

Research output: Contribution to journalArticleResearchpeer review

Frey R, Popp M, Weber S. An approximation for credit portfolio losses. The journal of credit risk. 2008 Mar. doi: 10.21314/jcr.2008.066
Frey, Rüdiger ; Popp, Monika ; Weber, Stefan. / An approximation for credit portfolio losses. In: The journal of credit risk. 2008.
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title = "An approximation for credit portfolio losses",
author = "R{\"u}diger Frey and Monika Popp and Stefan Weber",
year = "2008",
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language = "Undefined/Unknown",
journal = "The journal of credit risk",
issn = "1744-6619",
publisher = "Incisive Media Ltd.",

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AU - Popp, Monika

AU - Weber, Stefan

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